+215.9%
MAS vs IWD
+207.5%
+8.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.5% |
| 7D | +2.0% | -0.5% | +2.4% | +2.6% |
| 30D | +19.4% | +2.7% | +16.7% | +16.2% |
| 3M | +9.4% | +0.9% | +8.5% | +8.6% |
| 6M | +15.3% | +10.5% | +4.8% | +3.9% |
| YTD | +31.3% | +23.7% | +7.6% | +5.1% |
| 1Y | +34.9% | +28.7% | +6.1% | +3.5% |
| 3Y | +58.6% | +79.7% | -21.1% | -13.4% |
| 5Y | +40.7% | +69.7% | -29.0% | -17.4% |
| All | +215.9% | +207.5% | +8.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling